Hey pple

I juss got a droid a couple days ago n I've never had a phone stump me....dont get me wrong I love it! The more complicated the better but I got a few questions that anyone out there can answer for me. How do I change the tone to my text messages instead of it saying "Droid" everytime I receive a txt? Is there things I should know in order to get the phone to do everything I want. Everytime I download an app to help better the phone I have no idea how to work it so I just get more confused. Please help.